V-Lab
CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:126.23% (-5.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.67 | |
| 0.2213 | 17.62 | |
| 0.8066 | 134.62 | |
| -0.1565 | -8.95 |
Estimation Period:
Jan 2, 2008 to Aug 22, 2025
Jan 2, 2008 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
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